Volumes

MMT supplies volume profiles at price levels:

--source btc@volumes@binancef@mmt:timeframe=60

Standalone Binance supplies historical volume bars derived from its candle volume:

--source btc@volumes@binance:timeframe=60
--source btc@volumes@binancef:timeframe=60

BULK supplies normalized volume records from its candle feed:

--source btc@volumes@bulkf:timeframe=60

Hyperliquid supplies the same normalized aggregate shape from its native candle feed:

--source btc@volumes@hyperliquidf:timeframe=60

All volume sources require a provider-supported timeframe in seconds. Standalone Binance volume bars are available in backtests only. MMT, BULK, and Hyperliquid also support live volume sources. Unlike live candles, volume records are not rebuilt from raw trades and do not accept arbitrary second intervals.

const binanceVolumes = history.source('btc@volumes@binancef')
const profiles = history.source('btc@volumes@binancef@mmt')
const current = history.source('btc@volumes@binancef@mmt', 0)

MMT records can contain price arrays and directional volume arrays. Standalone Binance, BULK, and Hyperliquid records expose aggregate candle-volume data instead.

See Volumes Data Type.